+788.3%
ASTS vs BURL
+95.5%
+692.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.8% | -6.9% |
| 7D | -15.8% | +10.4% | -26.2% | -19.0% |
| 30D | -39.0% | -4.9% | -34.1% | -38.0% |
| 3M | -49.3% | -29.8% | -19.6% | -42.8% |
| 6M | -47.9% | -16.5% | -31.5% | -46.2% |
| YTD | -51.0% | -10.5% | -40.4% | -51.0% |
| 1Y | -49.2% | -5.3% | -43.8% | -51.0% |
| All | +788.3% | +95.5% | +692.7% | +777.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling